+114.5%
AXP vs HLT
+105.8%
+8.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +1.4% |
| 7D | +0.6% | -2.4% | +3.0% | +2.2% |
| 30D | -4.3% | -4.1% | -0.3% | -1.8% |
| 3M | +4.7% | -10.6% | +15.3% | +12.4% |
| 6M | +9.0% | +2.0% | +6.9% | +5.9% |
| YTD | -11.1% | +6.1% | -17.3% | -16.0% |
| 1Y | +1.3% | +9.8% | -8.5% | -7.1% |
| 3Y | +114.5% | +99.0% | +15.5% | +37.4% |
| All | +114.5% | +105.8% | +8.6% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling